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Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics
Date: 2010-12-30 17:20:09
Markov models
Autoregressive conditional heteroskedasticity
Econometrics
Time series analysis
Computational statistics
Gamma distribution
Prior probability
Markov chain Monte Carlo
Estimation theory
Statistics
Probability and statistics
Bayesian statistics

C ONTRIBUTED R ESEARCH A RTICLES 41 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

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